Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47638.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46243.4 Kr¶

PnL: ---------------------------------------> -645.17 Kr¶

DD now: ---------------------------------> -2.039 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:27:27.026706'

Anic Portfolio¶

Today¶

Return: 0.685 %¶

This Week¶

Return: 0.221 %¶

Total¶

Return: 55.956 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.670000 3104.400000 133.400000 4.490000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.900000 2709.000000 73.000000 2.770000 2636.000010
SAAB B 8 -0.160000 3420.800000 43.800000 1.300000 3377.000000
Corem Property Group B 59 1.250000 618.910000 41.910000 7.260000 576.999999
Norva24 Group 16 -0.330000 574.080000 31.080000 5.720000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.370000 379.600000 24.600000 6.930000 355.000000
AcadeMedia 12 0.080000 579.840000 22.840000 4.100000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Resurs Holding 22 2.250000 589.380000 15.380000 2.680000 573.999998
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Swedbank A 3 1.200000 569.700000 5.700000 1.010000 564.000000
Coor Service Management Hold. 8 1.360000 537.200000 5.200000 0.980000 532.000000
Intrum 4 -1.040000 530.600000 3.600000 0.680000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.460000 573.800000 -0.200000 -0.030000 574.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.790000 544.500000 -1.500000 -0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.400000 243.120000 -2.880000 -1.170000 246.000000
Nordea Bank Abp 29 0.830000 3449.260000 -4.740000 -0.140000 3453.999992
Boozt 12 1.400000 1647.600000 -6.400000 -0.390000 1653.999996
Sampo Oyj SDB 7 1.480000 3843.000000 -7.000000 -0.180000 3850.000000
Securitas B 6 -0.230000 562.440000 -7.560000 -1.330000 570.000000
CTEK 13 0.250000 518.700000 -15.300000 -2.870000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 1.910000 569.360000 -43.640000 -7.120000 612.999432
International Petroleum Corp. 5 -0.090000 538.000000 -56.570000 -9.510000 594.565215
Axfood 13 0.210000 3649.100000 -106.900000 -2.850000 3756.000001
OX2 18 0.630000 1435.500000 -228.500000 -13.730000 1663.999992
Fasadgruppen Group 35 1.850000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46243.400000 -645.170000 -2.03901% 46888.564618

Updated:¶

'2023-01-20 09:27:39.589450'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶